+2.7%
VCIT vs VSXY
+96.5%
-93.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.1% |
| 7D | +0.1% | +11.8% | -11.7% | -0.1% |
| 30D | +1.9% | +25.9% | -24.0% | +1.6% |
| 3M | -1.4% | +15.5% | -17.0% | -1.7% |
| 6M | -2.1% | +109.7% | -111.9% | -3.4% |
| YTD | -1.6% | +99.5% | -101.1% | -2.9% |
| 1Y | -0.9% | +197.5% | -198.4% | -2.9% |
| 3Y | +20.0% | +453.3% | -433.3% | +15.6% |
| 5Y | +3.1% | +110.3% | -107.1% | +0.3% |
| All | +2.7% | +96.5% | -93.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling